| Trading Metrics calculated at close of trading on 22-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
6,891.0 |
6,842.5 |
-48.5 |
-0.7% |
6,615.5 |
| High |
6,903.5 |
6,871.5 |
-32.0 |
-0.5% |
6,917.5 |
| Low |
6,802.0 |
6,726.0 |
-76.0 |
-1.1% |
6,572.5 |
| Close |
6,834.0 |
6,776.5 |
-57.5 |
-0.8% |
6,901.5 |
| Range |
101.5 |
145.5 |
44.0 |
43.3% |
345.0 |
| ATR |
145.6 |
145.6 |
0.0 |
0.0% |
0.0 |
| Volume |
111,319 |
158,783 |
47,464 |
42.6% |
750,561 |
|
| Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,227.8 |
7,147.7 |
6,856.5 |
|
| R3 |
7,082.3 |
7,002.2 |
6,816.5 |
|
| R2 |
6,936.8 |
6,936.8 |
6,803.2 |
|
| R1 |
6,856.7 |
6,856.7 |
6,789.8 |
6,824.0 |
| PP |
6,791.3 |
6,791.3 |
6,791.3 |
6,775.0 |
| S1 |
6,711.2 |
6,711.2 |
6,763.2 |
6,678.5 |
| S2 |
6,645.8 |
6,645.8 |
6,749.8 |
|
| S3 |
6,500.3 |
6,565.7 |
6,736.5 |
|
| S4 |
6,354.8 |
6,420.2 |
6,696.5 |
|
|
| Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,832.2 |
7,711.8 |
7,091.3 |
|
| R3 |
7,487.2 |
7,366.8 |
6,996.4 |
|
| R2 |
7,142.2 |
7,142.2 |
6,964.8 |
|
| R1 |
7,021.8 |
7,021.8 |
6,933.1 |
7,082.0 |
| PP |
6,797.2 |
6,797.2 |
6,797.2 |
6,827.3 |
| S1 |
6,676.8 |
6,676.8 |
6,869.9 |
6,737.0 |
| S2 |
6,452.2 |
6,452.2 |
6,838.3 |
|
| S3 |
6,107.2 |
6,331.8 |
6,806.6 |
|
| S4 |
5,762.2 |
5,986.8 |
6,711.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,917.5 |
6,655.0 |
262.5 |
3.9% |
125.4 |
1.9% |
46% |
False |
False |
146,814 |
| 10 |
6,917.5 |
6,572.5 |
345.0 |
5.1% |
127.5 |
1.9% |
59% |
False |
False |
151,799 |
| 20 |
6,917.5 |
6,495.0 |
422.5 |
6.2% |
125.6 |
1.9% |
67% |
False |
False |
148,240 |
| 40 |
7,124.0 |
6,174.0 |
950.0 |
14.0% |
137.3 |
2.0% |
63% |
False |
False |
109,159 |
| 60 |
7,183.5 |
6,174.0 |
1,009.5 |
14.9% |
147.5 |
2.2% |
60% |
False |
False |
73,249 |
| 80 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
160.1 |
2.4% |
28% |
False |
False |
55,112 |
| 100 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
150.5 |
2.2% |
28% |
False |
False |
44,636 |
| 120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.4% |
137.6 |
2.0% |
28% |
False |
False |
37,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,489.9 |
|
2.618 |
7,252.4 |
|
1.618 |
7,106.9 |
|
1.000 |
7,017.0 |
|
0.618 |
6,961.4 |
|
HIGH |
6,871.5 |
|
0.618 |
6,815.9 |
|
0.500 |
6,798.8 |
|
0.382 |
6,781.6 |
|
LOW |
6,726.0 |
|
0.618 |
6,636.1 |
|
1.000 |
6,580.5 |
|
1.618 |
6,490.6 |
|
2.618 |
6,345.1 |
|
4.250 |
6,107.6 |
|
|
| Fisher Pivots for day following 22-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,798.8 |
6,821.8 |
| PP |
6,791.3 |
6,806.7 |
| S1 |
6,783.9 |
6,791.6 |
|